Code and Data Repository for Let the Laser Beam Connect the Dots: Forecasting and Narrating Stock Market Volatility
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DOI: 10.1287/ijoc.2022.0055.cd
Abstract: We implement LASER in PyTorch. The implementation of LASER-BEAM is based on constrained_decoding. This is an example of how to set up the project locally and run LASER model. read more here.
Keywords: laser; data repository; repository let; laser beam ... See more keywords
Code and Data Repository for PIE - Partially Interpretable Estimators with Refinement
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DOI: 10.1287/ijoc.2022.0098.cd
Abstract: This repository implements a novel Partially Interpretable Model (PIE) framework introduced by Wang et al. arxiv:2105.02410. This framework jointly train an interpretable model and a black-box model to achieve high predictive performance as well as… read more here.
Keywords: data repository; repository; pie; model ... See more keywords
Code and Data Repository for Regret Minimization and Separation in Multi-Bidder, Multi-Item Auctions
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DOI: 10.1287/ijoc.2022.0275.cd
Abstract: This repository aims to showcase the effectiveness of our proposed regret-minimizing mechanism against various benchmark mechanisms. read more here.
Keywords: data repository; repository; multi; regret minimization ... See more keywords
Code and Data Repository for Decomposable Formulation of Transmission Constraints for Decentralized Power Systems Optimization
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DOI: 10.1287/ijoc.2022.0326.cd
Abstract: One of the most complicating factors in decentralized solution methods for a broad range of power system optimization problems is the modeling of power flow equations. Existing formulations for direct current (DC) power flows either… read more here.
Keywords: formulation; transmission; data repository; code data ... See more keywords
Code and Data Repository for Solving the Minimum Sum Coloring Problem: Alternative Models, Exact Solvers, and Metaheuristics
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DOI: 10.1287/ijoc.2022.0334.cd
Abstract: This repository provides data for the problem and scripts for the models. The main folders are 'data', 'scripts', and 'results'. 'data': This folder includes minimum sum graph coloring data sets. 'src': Our metaheuristic solver Q-Card… read more here.
Keywords: data repository; problem; repository; code data ... See more keywords
Code and Data Repository for An Efficient Scenario Reduction Method for Problems with Higher Moment Coherent Risk Measures
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DOI: 10.1287/ijoc.2022.0375.cd
Abstract: The goal of this software is to demonstrate the effectiveness of the scenario reduction method, as proposed in the paper, comparing to other reduction methods on both a simple portfolio optimization problem and a realistic… read more here.
Keywords: reduction method; code data; reduction; scenario reduction ... See more keywords
Code and Data Repository for Ranking decomposition for the discrete ordered median problem
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DOI: 10.1287/ijoc.2023.0059.cd
Abstract: This repository provides the source code, data files and detailed results as reported in the article. The main folders are 'data', 'results', 'src' and 'test'. 'data': This folder includes discrete ordered median instances. 'results': This… read more here.
Keywords: data repository; discrete ordered; code; ordered median ... See more keywords
Code and Data Repository for AILS-II: An Adaptive Iterated Local Search Heuristic for the Large-Scale Capacitated Vehicle Routing Problem
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DOI: 10.1287/ijoc.2023.0106.cd
Abstract: AILS-II is an Adaptive Iterated Local Search (AILS) meta-heuristic that embeds adaptive strategies to tune diversity control parameters. These parameters are the perturbation degree and the acceptance criterion. They are key parameters to ensure that… read more here.
Keywords: local search; iterated local; ails adaptive; adaptive iterated ... See more keywords
Code and Data Repository for A FAST Method for Nested Estimation
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DOI: 10.1287/ijoc.2023.0118.cd
Abstract: The goal of this software is to demonstrate the effect of the jackkniFe-bAsed neSted simulaTion (FAST) method proposed in "A FAST Method for Nested Estimation" by Guo Liang, Jun Luo and Kun Zhang. Nested estimation… read more here.
Keywords: data repository; method nested; nested estimation; fast method ... See more keywords
Code and Data Repository for Computing Bipath Multicommodity Flows with Constraint Programming–Based Branch-and-Price-and-Cut
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DOI: 10.1287/ijoc.2023.0128.cd
Abstract: The goal of this repository is to demonstrate the effect of CPBPC for BP-MCF. The source code of the software is not available due to the confidentiality of Huawei France. read more here.
Keywords: data repository; repository; repository computing; code ... See more keywords
Code and Data Repository for Multi-Objective Linear Ensembles for Robust and Sparse Training of Few-Bit Neural Networks
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DOI: 10.1287/ijoc.2023.0281.cd
Abstract: The goal of this script is to train neural networks with integer weights with MILP models and to test their accuracy. read more here.
Keywords: multi objective; data repository; repository multi; objective linear ... See more keywords